MicroSectors™ FANG+™ -3X Invrs Lvrgd ETN (FNGD)
40.42
+0.62
(+1.56%)
USD |
NYSEARCA |
Apr 18, 16:00
42.24
+1.82
(+4.50%)
After-Hours: 07:09
FNGD Max Drawdown (5Y): 99.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.98% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.98% |
| December 31, 2022 | 99.98% |
| November 30, 2022 | 99.98% |
| October 31, 2022 | 99.98% |
| September 30, 2022 | 99.98% |
| August 31, 2022 | 99.98% |
| July 31, 2022 | 99.98% |
| June 30, 2022 | 99.98% |
| May 31, 2022 | 99.98% |
| April 30, 2022 | 99.98% |
| March 31, 2022 | 99.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.98% |
| January 31, 2022 | 99.98% |
| December 31, 2021 | 99.98% |
| November 30, 2021 | 99.68% |
| October 31, 2021 | 99.65% |
| September 30, 2021 | 99.60% |
| August 31, 2021 | 99.57% |
| July 31, 2021 | 99.55% |
| June 30, 2021 | 99.55% |
| May 31, 2021 | 99.47% |
| April 30, 2021 | 99.47% |
| March 31, 2021 | 99.46% |
| February 28, 2021 | 99.46% |
| January 31, 2021 | 99.30% |
| December 31, 2020 | 99.09% |
| November 30, 2020 | 98.77% |
| October 31, 2020 | 98.64% |
| September 30, 2020 | 98.51% |
| August 31, 2020 | 98.45% |
| July 31, 2020 | 97.24% |
| June 30, 2020 | 95.60% |
| May 31, 2020 | 94.18% |
| April 30, 2020 | 92.25% |
| March 31, 2020 | 90.16% |
| February 29, 2020 | 90.16% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
66.50%
Minimum
Apr 2019
99.98%
Maximum
Dec 2021
94.25%
Average
99.62%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.66 |
| Beta (5Y) | -3.074 |
| Alpha (vs YCharts Benchmark) (5Y) | -37.66 |
| Beta (vs YCharts Benchmark) (5Y) | -3.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 295.5% |
| Historical Sharpe Ratio (5Y) | -0.2632 |
| Historical Sortino (5Y) | -1.741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.04% |